Nonparametric estimation of the derivative of the regression function: application to sea shores water quality
Statistics Theory
2016-06-21 v1 Statistics Theory
Abstract
This paper is devoted to the nonparametric estimation of the derivative of the regression function in a nonparametric regression model. We implement a very efficient and easy to handle statistical procedure based on the derivative of the recursive Nadaraya-Watson estimator. We establish the almost sure convergence as well as the asymptotic normality for our estimates. We also illustrate our nonparametric estimation procedure on simulated and real life data associated with sea shores water quality and valvometry.
Keywords
Cite
@article{arxiv.1606.06033,
title = {Nonparametric estimation of the derivative of the regression function: application to sea shores water quality},
author = {Bernard Bercu and Sami Capderou and Gilles Durrieu},
journal= {arXiv preprint arXiv:1606.06033},
year = {2016}
}